"Big Baby" is the name Hellboy gives to his gun in Hellboy II: The Golden Army.
Weapon specification
The Big Baby is an oversize, six-round gun. It contains oversize shotgun shells which causes a small explosion. Due to its size, Hellboy has to carry the weapon with both hands. But in the Hellboy II film, Hellboy can hold it with the Right Hand of Doom. It was used against a Forest God. As it is shown in the Hellboy II film, it fires two rockets at a time.
Rounds
The only known rounds are heavy weight shotgun shells with the words "suck on this" on the side of the cartridges.
Other Weapons
In the second volume of the Hellboy series he used a large semi-automatic pistol (developed by the sinister Zinco company) that quickly explodes in his hand, presumably due to sabotage. In "The Wolves of St. August" he is seen carrying a bizarre looking gun of unknown specifications. He also has the Good Samaritan as his main weapon.